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We study the discrete-to-continuum limit of ferromagnetic spin systems when the lattice spacing tends to zero. We assume that the atoms are part of a (maybe) non-periodic lattice close to a flat set in a lower dimensional space, typically a…

Analysis of PDEs · Mathematics 2018-03-16 Andrea Braides , Marco Cicalese , Matthias Ruf

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Machine Learning · Computer Science 2016-11-04 P Balamurugan , Francis Bach

In this paper, we systematically study the regularity theory of the linear system of nearly incompressible elasticity. In the setting of stochastic homogenization, we develop new techniques to establish the large-scale estimates of…

Analysis of PDEs · Mathematics 2021-04-02 Shu Gu , Jinping Zhuge

A procedure is developed and tested to enforce synchronicity in a family of Stuart-Landau oscillators, coupled through a symmetric network. The proposed method exploits network plasticity, as an inherent non autonomous drive. More…

Adaptation and Self-Organizing Systems · Physics 2020-02-19 Claudio Pereti , Duccio Fanelli

This work is devoted to the homogenization of elliptic equations in high-contrast media in the so-called 'double-porosity' resonant regime, for which we solve two open problems of the literature. First, we prove qualitative stochastic…

Analysis of PDEs · Mathematics 2025-04-07 Elise Bonhomme , Mitia Duerinckx , Antoine Gloria

We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…

Numerical Analysis · Mathematics 2024-11-12 Max Hirsch , Andrea Zanoni

We consider the problem of minimizing the sum of non-smooth convex functions in non-Euclidean spaces, e.g., probability simplex, via only local computation and communication on an undirected graph. We propose two algorithms motivated by…

Optimization and Control · Mathematics 2019-08-22 Yue Yu , Behçet Açıkmeşe , Mehran Mesbahi

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

We study a fully-coupled system of conditional slow-fast McKean-Vlasov Stochastic Differential Equations that exhibit full dependence on both the slow and fast components, as well as on the conditional law of the slow component. Our aim is…

Probability · Mathematics 2023-08-14 Antonios Zitridis

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

A resolution-independent data-driven stochastic parametrization method for subgrid-scale processes in coarsened fluid descriptions is proposed. The method enables the inclusion of high-fidelity data into the coarsened flow model, thereby…

Fluid Dynamics · Physics 2023-04-26 Sagy Ephrati , Paolo Cifani , Milo Viviani , Bernard Geurts

We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…

Analysis of PDEs · Mathematics 2011-10-25 C. Le Bris , F. Legoll , F. Thomines

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

Probability · Mathematics 2009-02-11 Rémi Rhodes

In the context of stochastic two-phase flow in porous media, we introduce a novel and efficient method to estimate the probability distribution of the wetting saturation field under uncertain rock properties in highly heterogeneous porous…

Fluid Dynamics · Physics 2017-08-22 Fayadhoi Ibrahima , Hamdi A. Tchelepi , Daniel W. Meyer

In this paper, we are interested in reiterated periodic homogenization for a family of parabolic problems with nonstandard growth monotone operators leading to Orlicz spaces. The aim of this work is the determination of the global…

Analysis of PDEs · Mathematics 2024-06-03 Franck Tchinda , Joel Fotso Tachago , Joseph Dongho

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

We study the question of periodic homogenization of a variably scaled reaction-diffusion problem with non-linear drift posed for a domain crossed by a flat composite thin layer. The structure of the non-linearity in the drift was obtained…

Analysis of PDEs · Mathematics 2021-07-20 Vishnu Raveendran , Emilio N. M. Cirillo , Ida de Bonis , Adrian Muntean

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo
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